Enterprise Risk Management Slides

Risk aggregation and Extreme Events [62]

Go to: Summary | Previous | Next
Bullet points include: Copula C1 is smaller than C2 (or C2 larger than C1), i.e. Means Lower and upper Fréchet bounds, C- and C+, Measures of concordance, , for pairs of continuous random variables X1 and X2 required to satisfy:

Bullet points include: Copula C1 is smaller than C2 (or C2 larger than C1), i.e. Means Lower and upper Fréchet bounds, C- and C+, Measures of concordance, , for pairs of continuous random variables X1 and X2 required to satisfy:

NAVIGATION LINKS
Contents | Prev | Next | ERM Lecture Series

Desktop view | Switch to Mobile